Reklāma
SunnyDays
Joined
Feb 20, 2010
ziņas:
150
Connections:
0
Pieredze:
Vairāk par 5 gadi
Atrašanās vieta:
United States
Profils
Bio
I have spent over 5 years and thousands of dollars struggling to develop EAs and a single strategy that can profit over various market conditions as evidenced by a minimum ten year backtest. IMO, to profit on backtesting only means you have a chance to profit in live trading.
I had to greatly modify my goals and expectations in terms of profit - going from a strategy that could produce 100% + return per year (but in backtesting potentially crash an account in certain years) to a strategy that could produce 1-10% return per month but only have 20% dd over a 12 year backtest.
This is the strategy I now go with and I believe this approach will stand the test of time and will ultimately attract large funds to my managed accounts. Being a large fund money manager and CTA is my goal.
I had to greatly modify my goals and expectations in terms of profit - going from a strategy that could produce 100% + return per year (but in backtesting potentially crash an account in certain years) to a strategy that could produce 1-10% return per month but only have 20% dd over a 12 year backtest.
This is the strategy I now go with and I believe this approach will stand the test of time and will ultimately attract large funds to my managed accounts. Being a large fund money manager and CTA is my goal.
Tirdzniecības Stils
My EAs and strategies can be incredibly complex but, in short, I trade off of short term momentum aligned with longer term momentum. Emas, trendlines, time windows, breakouts, pullbacks, etc. are all part of the EA. I won't use martingale systems. My strategy is to trade with only 2 or 3 of my best pairs, limiting trade size to a precise formula developed from 12 year backtests in which i determine risk based on a max 20% draw down result derived from long term backtests.
Moto
A strategy must significantly profit in a 10 year backtest to have a chance in Live trading - Mine Does!
Systems by SunnyDays
Vārds
Pieaugums
Kritums (Drawdown)
Sneigums
Jaunākās Publikācijas
1006
Aug 05, 2012 at 05:15
1006
Jul 01, 2012 at 21:26
904
Jun 19, 2012 at 06:28
1006
Jun 02, 2012 at 06:02
1006
May 31, 2012 at 04:34
